Futures contracts are financial products corresponding the purchase and sale of financial instruments and/or physical commodities for delivery at a future date. For example, a futures contract represents a binding agreement to buy or sell the underlying instrument at a specified price at some specified future date under certain specified conditions. In some cases, the futures contract may be settled in cash, such as on a financial exchange. For example, at settlement or otherwise upon expiration of the contract, a financial exchange may facilitate an exchange of value by computing a value of the positions held by the parties to the futures contract with respect to the market value of the underlying asset. Further, the financial exchange may provide the marketplace in which the futures contracts may be traded. A clearinghouse associated with the financial exchange may be used to confirm, match and/or settle positions after a specified time period, such as at the end of a trading day. The daily cash settlement calculated for a particular futures product may be used, for example, to determine a margin requirement (e.g., performance bond) that may be used to offset a risk associated with the futures contract.